Trading Metrics calculated at close of trading on 17-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2011 |
17-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
1,326.25 |
1,333.00 |
6.75 |
0.5% |
1,307.25 |
High |
1,336.00 |
1,340.00 |
4.00 |
0.3% |
1,328.75 |
Low |
1,325.75 |
1,328.50 |
2.75 |
0.2% |
1,306.00 |
Close |
1,333.00 |
1,337.75 |
4.75 |
0.4% |
1,327.25 |
Range |
10.25 |
11.50 |
1.25 |
12.2% |
22.75 |
ATR |
12.69 |
12.61 |
-0.09 |
-0.7% |
0.00 |
Volume |
1,799,057 |
1,676,969 |
-122,088 |
-6.8% |
8,709,930 |
|
Daily Pivots for day following 17-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,370.00 |
1,365.25 |
1,344.00 |
|
R3 |
1,358.50 |
1,353.75 |
1,341.00 |
|
R2 |
1,347.00 |
1,347.00 |
1,339.75 |
|
R1 |
1,342.25 |
1,342.25 |
1,338.75 |
1,344.50 |
PP |
1,335.50 |
1,335.50 |
1,335.50 |
1,336.50 |
S1 |
1,330.75 |
1,330.75 |
1,336.75 |
1,333.00 |
S2 |
1,324.00 |
1,324.00 |
1,335.75 |
|
S3 |
1,312.50 |
1,319.25 |
1,334.50 |
|
S4 |
1,301.00 |
1,307.75 |
1,331.50 |
|
|
Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,389.00 |
1,380.75 |
1,339.75 |
|
R3 |
1,366.25 |
1,358.00 |
1,333.50 |
|
R2 |
1,343.50 |
1,343.50 |
1,331.50 |
|
R1 |
1,335.25 |
1,335.25 |
1,329.25 |
1,339.50 |
PP |
1,320.75 |
1,320.75 |
1,320.75 |
1,322.75 |
S1 |
1,312.50 |
1,312.50 |
1,325.25 |
1,316.50 |
S2 |
1,298.00 |
1,298.00 |
1,323.00 |
|
S3 |
1,275.25 |
1,289.75 |
1,321.00 |
|
S4 |
1,252.50 |
1,267.00 |
1,314.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,340.00 |
1,310.00 |
30.00 |
2.2% |
10.75 |
0.8% |
93% |
True |
False |
1,594,476 |
10 |
1,340.00 |
1,298.00 |
42.00 |
3.1% |
11.00 |
0.8% |
95% |
True |
False |
1,638,604 |
20 |
1,340.00 |
1,262.25 |
77.75 |
5.8% |
13.50 |
1.0% |
97% |
True |
False |
1,820,727 |
40 |
1,340.00 |
1,245.50 |
94.50 |
7.1% |
12.25 |
0.9% |
98% |
True |
False |
1,609,385 |
60 |
1,340.00 |
1,167.25 |
172.75 |
12.9% |
13.00 |
1.0% |
99% |
True |
False |
1,309,351 |
80 |
1,340.00 |
1,163.00 |
177.00 |
13.2% |
13.75 |
1.0% |
99% |
True |
False |
982,767 |
100 |
1,340.00 |
1,121.75 |
218.25 |
16.3% |
14.00 |
1.1% |
99% |
True |
False |
786,440 |
120 |
1,340.00 |
1,029.00 |
311.00 |
23.2% |
14.50 |
1.1% |
99% |
True |
False |
655,430 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,389.00 |
2.618 |
1,370.00 |
1.618 |
1,358.50 |
1.000 |
1,351.50 |
0.618 |
1,347.00 |
HIGH |
1,340.00 |
0.618 |
1,335.50 |
0.500 |
1,334.25 |
0.382 |
1,333.00 |
LOW |
1,328.50 |
0.618 |
1,321.50 |
1.000 |
1,317.00 |
1.618 |
1,310.00 |
2.618 |
1,298.50 |
4.250 |
1,279.50 |
|
|
Fisher Pivots for day following 17-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1,336.50 |
1,335.50 |
PP |
1,335.50 |
1,333.25 |
S1 |
1,334.25 |
1,331.00 |
|